HOW to write rule? - Trading Software

HOW to write rule?

felik
2010-05-23 07:52:31

2) is it possible to write syntax/ rule/ array for the following- stocks with 10and 20 and 30 sma turned up over last n no of day ?Next is for rsi ;
rsi turning up after remaining below30 or flat or negative over last 3days
3) Stocks up 20 % from their last highest high of n no of days ( n may be 10 /20 etc)
4) Stocks down 20 % from their highest high of n no of days
5) Is there any syntax or array to define resistance and support??

QuantShare
2010-05-24 06:51:36

Best Answer

SMA 10, 20 and 30 bars turned up in the last 5 bars:
roc(sma(10), 5) > 0 and roc(sma(20), 5) > 0 and roc(sma(30), 5) > 0 and ref(roc(sma(10), 5), 5) < 0 and ref(roc(sma(20), 5), 5) < 0 and ref(roc(sma(30), 5), 5) < 0

RSI turning up after remaining below30 or flat or negative over last 3days:
rsi(14) > ref(rsi(14), 1) and (istrue(rsi(14) < 30, 3) or roc(rsi(14), 3) <= 0)

Stocks up 20% from their last 20-bar highest high, 10 days ago:
high > 1.2 * ref(hhv(high, 20), 10)

Stocks down 20% from their last 20-bar highest high, 10 days ago:
high < 0.8 * ref(hhv(high, 20), 10)

Horizontal resistance can be defined as the highest close value over N-bar
hhv(close, N)

felik
2010-05-24 14:22:45

Of the above two rules can they be converted into an indicator or trading package with additional condition of and volume 3times of last day vol

QuantShare
2010-05-26 06:37:43

Here are the steps to follow in order to create a trading indicator from the a vector-based formula.

- Select "Tools" then "Create functions".
- Click "Add" and type in your indicator name
- Select the indicator in the left panel
- Type in the following code:
result = cFunctions.CompileFormula("a = rule;").GetVectorDouble("a");
- Replace "rule" by your own rule
- Click on "Save".

felik
2010-05-27 08:34:16

wow thanks u have all solutions

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